Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate Hidden Markov Models (HMM), including zero-inflated distributions. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Nasri et al (2020) <doi:10.1029/2019WR025122>.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.5.0), doParallel, parallel, foreach |
| Imports: | ggplot2, stats, matrixcalc, reshape2, rmutil, VaRES, VGAM, EnvStats, GLDEX, GeneralizedHyperbolic, actuar, extraDistr, gamlss.dist, sgt, skewt, sn, ssdtools, stabledist |
| Published: | 2025-03-13 |
| DOI: | 10.32614/CRAN.package.GenHMM1d |
| Author: | Bouchra R. Nasri [aut, cre, cph], Mamadou Yamar Thioub [aut, cph], Bruno N. Remillard [aut, cph] |
| Maintainer: | Bouchra R. Nasri <bouchra.nasri at umontreal.ca> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | GenHMM1d results |
| Reference manual: | GenHMM1d.pdf |
| Package source: | GenHMM1d_0.2.1.tar.gz |
| Windows binaries: | r-devel: GenHMM1d_0.2.1.zip, r-release: not available, r-oldrel: GenHMM1d_0.2.1.zip |
| macOS binaries: | r-devel (arm64): GenHMM1d_0.2.1.tgz, r-release (arm64): GenHMM1d_0.2.1.tgz, r-oldrel (arm64): GenHMM1d_0.2.1.tgz, r-devel (x86_64): GenHMM1d_0.2.1.tgz, r-release (x86_64): GenHMM1d_0.2.1.tgz, r-oldrel (x86_64): GenHMM1d_0.2.1.tgz |
| Old sources: | GenHMM1d archive |
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